From the 1 of 2 linked papers with an AI index.
2 papers
math.OC2026
Long-Term Average Impulse Control with Mean Field Interactions
K. L. Helmes, R. H. Stockbridge, C. Zhu
The paper solves long‑term average impulse control problems for one‑dimensional diffusions with mean‑field interactions, providing explicit equilibrium strategies for competitive m…
math.OC2026
Long-Term Average Impulse and Singular Control of a Growth Model with Two Revenue Sources
K. L. Helmes, R. H. Stockbridge, C. Zhu
This paper analyzes and explicitly solves a class of long-term average impulse control problems and a related class of singular control problems. The underlying process is a genera…